Geert Bekaert : Citation Profile


Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

48

H index

61

i10 index

11109

Citations

RESEARCH PRODUCTION:

65

Articles

103

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   28 years (1991 - 2019). See details.
   Cites by year: 396
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 910.    Total self citations: 114 (1.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2019-10-06    RAS profile: 2019-06-20    
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Relations with other researchers


Works with:

Harvey, Campbell (5)

Mehl, Arnaud (4)

Siegel, Stephan (4)

Inghelbrecht, Koen (4)

Hoerova, Marie (3)

Lundblad, Christian (2)

Moreno, Antonio (2)

Ehrmann, Michael (2)

Fratzscher, Marcel (2)

Wei, Min (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (85)

Guesmi, Khaled (72)

Warnock, Francis (70)

Ang, Andrew (69)

Fratzscher, Marcel (67)

Schmukler, Sergio (66)

Sarno, Lucio (62)

Stulz, René (59)

GUESMI, Khaled (56)

Nguyen, Duc Khuong (55)

GUPTA, RANGAN (55)

Cites to:

Harvey, Campbell (115)

Campbell, John (83)

Hodrick, Robert (57)

Levine, Ross (42)

Ang, Andrew (34)

Bollerslev, Tim (34)

Lundblad, Christian (30)

Reinhart, Carmen (29)

Shiller, Robert (28)

Shleifer, Andrei (27)

Hansen, Lars (27)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics8
Review of Financial Studies7
Journal of Monetary Economics6
Journal of International Money and Finance5
Journal of Empirical Finance3
Journal of Econometrics2
Proceedings2
Journal of International Economics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)5
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
2011 Meeting Papers / Society for Economic Dynamics2

Recent works citing Geert Bekaert (2019 and 2018)


YearTitle of citing document
2017The Walking Debt Crisis. (2017). Wegener, Christoph ; Kruse, Robinson ; Basse, Tobias. In: CREATES Research Papers. RePEc:aah:create:2017-06.

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2018The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-02.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:no:11:p:167-178.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). Khoufi, Walid ; ben Latifa, Monia. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2018Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. (2018). Bo, Lijun ; Yu, Xiang ; Liao, Huafu. In: Papers. RePEc:arx:papers:1712.05676.

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2017Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi. In: Papers. RePEc:arx:papers:1712.10274.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2019A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249.

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2018Classes of elementary function solutions to the CEV model. I. (2018). Melas, Evangelos. In: Papers. RePEc:arx:papers:1804.07384.

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2018Quantitative approach to multifractality induced by correlations and broad distribution of data. (2018). Rak, Rafal ; Grech, Dariusz. In: Papers. RePEc:arx:papers:1805.11909.

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2019A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Packham, Natalie ; Woebbeking, Fabian. In: Papers. RePEc:arx:papers:1807.11381.

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2018Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2019On the bail-out dividend problem for spectrally negative Markov additive models. (2019). Noba, Kei ; Yu, Xiang ; Jos'e-Luis P'erez, . In: Papers. RePEc:arx:papers:1901.03021.

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2019The fractional and mixed-fractional CEV model. (2019). Araneda, Axel A. In: Papers. RePEc:arx:papers:1903.05747.

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2019The Coevolution of Banks and Corporate Securities Markets: The Financing of Belgiums Industrial Take-Off in the 1830s. (2019). Ugolini, Stefano. In: Papers. RePEc:arx:papers:1906.11023.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2018Does Financial and Trade Liberalization Drive Private Savings in Pakistan?. (2018). Hye, Qazi-Muhammad Adnan ; Lau, Wee-Yeap. In: Asian Development Policy Review. RePEc:asi:adprev:2018:p:198-212.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2018Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188.

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2019Determinants of Dividend Payout Policy in Emerging Markets: Evidence from the ASEAN Region. (2019). Tran, Manh Dung ; Nguyen, Xuan Hung ; Ha, Thi Thai. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:531-546.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Interdependence and asymmetries: Latin American ADRs and developed markets. (2018). Costa, Ana Carolina ; Gaio, Luiz Eduardo ; Junior, Tabajara Pimenta . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:15:y:2018:i:4:p391-409.

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2018Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. (2018). Goldman, Elena ; Shen, Xiangjin . In: Staff Working Papers. RePEc:bca:bocawp:18-21.

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2018Sluggish Forecasts. (2018). Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-39.

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2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2018Contagion in the CoCos market? A case study of two stress events. (2018). Bologna, Pierluigi ; Segura, Anatoli ; Miglietta, Arianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1201_18.

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2018Finance and Employment Formalization: Evidence from Mexicos ENIGH, 2000-2016. (2018). Santiago, Bazdresch. In: Working Papers. RePEc:bdm:wpaper:2018-14.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2018Monetary Policy and Long-Run Systemic Risk-Taking. (2018). Colletaz, Gilbert ; Popescu, Alexandra ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:694.

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2018Risk-Adjusted Linearizations of Dynamic Equilibrium Models. (2018). Lopez, Pierlauro ; Vazquez-Grande, Francisco ; Lopez-Salido, David. In: Working papers. RePEc:bfr:banfra:702.

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2019Comments on The global impact of risk-off shocks. (2019). Disyatat, Piti. In: BIS Papers chapters. RePEc:bis:bisbpc:102-04.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761.

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2019Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates. (2019). Zhu, Feng ; Georgiadis, Georgios. In: BIS Working Papers. RePEc:bis:biswps:797.

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2019Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period. (2019). Portugal, Marcelo Savino ; Marodin, Fabrizio Almeida. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:78:y:2019:i:1:p:36-66.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2018The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter?. (2018). Coulibaly, Sionfou Seydou ; SOUMAR, ISSOUF ; Gakpa, Lewis Landry. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:112-130.

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2017Host countries’ growth opportunities and Chinas outward FDI. (2017). Shen, Jun ; Li, LI. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:2:p:78-95.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES. (2018). Czudaj, Robert ; Beckmann, Joscha. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:4:p:2158-2176.

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2019CULTURE, LEGAL ORIGINS, AND FINANCIAL DEVELOPMENT. (2019). Ang, James B ; Bang, James . In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1016-1037.

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2018Finance, Investment and Growth: Evidence for Italy. (2018). Capolupo, Rosa. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:145-186.

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2018Protecting Property: The Politics of Redistribution, Expropriation, and Market Openness. (2018). Pond, Amy. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:2:p:181-210.

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2017Integration between the London and New York Stock Exchanges, 1825–1925. (2017). Campbell, Gareth ; Rogers, Meeghan. In: Economic History Review. RePEc:bla:ehsrev:v:70:y:2017:i:4:p:1185-1218.

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2018The liquidity of the London capital markets, 1825–70†. (2018). Campbell, Gareth ; Ye, Qing ; Turner, John D. In: Economic History Review. RePEc:bla:ehsrev:v:71:y:2018:i:3:p:823-852.

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2018Bond offerings in China : The role of ownership. (2018). Weill, Laurent ; Klein, Paula Olivier. In: The Economics of Transition. RePEc:bla:etrans:v:26:y:2018:i:3:p:363-399.

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2018Non†myopic portfolio choice with unpredictable returns: The jump†to†default case. (2018). Battauz, Anna ; Sbuelz, Alessandro. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:192-208.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

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2019Will Money Talk? Firm Bribery and Credit Access. (2019). Ongena, Steven ; Qi, Shusen. In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:117-157.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018THE FINANCIAL REPRESSION†LIBERALIZATION DEBATE: TAKING STOCK, LOOKING FOR A SYNTHESIS. (2018). Loizos, Konstantinos. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:440-468.

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2019THE REACTIVE BETA MODEL. (2019). Grebenkov, Denis ; Aboura, Sofiane ; Valeyre, Sebastien. In: Journal of Financial Research. RePEc:bla:jfnres:v:42:y:2019:i:1:p:71-113.

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2018Tracking and modelling prices using web‐scraped price microdata: towards automated daily consumer price index forecasting. (2018). Powell, Ben ; Winton, Joe ; Davies, Jennifer ; Mayhew, Matthew ; Elliott, Duncan ; Nason, Guy. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:181:y:2018:i:3:p:737-756.

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2018Modeling the Interactions between Volatility and Returns using EGARCH‐M. (2018). Lange, Rutger-Jan ; Harvey, Andrew. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:909-919.

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2017Estimating standard errors in spatial panel models with time varying spatial correlation. (2017). Davenport, Frank. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i::p:s155-s177.

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2018The Consequences of REIT Index Membership for Return Patterns. (2018). wachter, susan ; Steiner, Eva ; Pavlov, Andrey. In: Real Estate Economics. RePEc:bla:reesec:v:46:y:2018:i:1:p:210-250.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). bloom, nicholas ; Mizen, Paul ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2019Tail risk interdependence. (2019). Chiu, Ching-Wai ; Stoja, Evarist ; Polanski, Arnold. In: Bank of England working papers. RePEc:boe:boeewp:0815.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2019What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023.

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2018Democratic development and credit : “Democracy doesn`t come Cheap” But at least credit to its corporations will be. (2018). Delis, Manthos D ; Ongena, Steven ; Hasan, Iftekhar. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_018.

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2019Friends for the benefits: The effects of political ties on sovereign borrowing conditions. (2019). Ambrocio, Gene ; Hasan, Iftekhar. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_013.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2018Identifying Uncertainty Shocks due to Geopolitical Swings in Korea. (2018). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Working Papers. RePEc:bok:wpaper:1826.

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2018Which External Shock Matters in Small Open Economies? US Economic Policy Uncertainty vs. Global Risk Aversion. (2018). Kim, Youngju ; Lim, Hyunjoon. In: Working Papers. RePEc:bok:wpaper:1829.

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2017Forecasting in the presence of in and out of sample breaks. (2017). Perron, Pierre ; Xu, Jiawen. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2017-004.

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2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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2017On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2017A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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2018Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:11:n:5.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of


Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:


YearTitleTypeCited

Works by Geert Bekaert:


YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
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article9
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
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article28
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
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article432
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 432
paper
2010Inflation risk and the inflation risk premium In: Economic Policy.
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article54
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
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article245
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
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This paper has another version. Agregated cites: 245
paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article796
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
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This paper has another version. Agregated cites: 796
paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
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article129
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 129
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article763
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 763
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
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article147
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 147
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article128
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 128
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article210
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 210
article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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paper
2009International Stock Return Comovements In: Journal of Finance.
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article194
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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paper
2008International stock return comovements.(2008) In: Working Paper Series.
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paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 194
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 194
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article103
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article93
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 93
article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article1
2019Good Carry, Bad Carry In: CEPR Discussion Papers.
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paper1
2019Good Carry, Bad Carry.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
paper
2019Currency Factors In: CEPR Discussion Papers.
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paper3
2019Currency Factors.(2019) In: NBER Working Papers.
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paper
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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paper53
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 53
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 53
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper280
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 280
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 280
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper90
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 90
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 90
paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 90
paper
2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
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paper171
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
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article
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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paper
2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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paper
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper63
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 63
paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 63
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper52
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 52
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 52
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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paper26
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 26
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper364
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 364
paper
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 364
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 364
paper
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 364
article
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 364
article
2011Global crises and equity market contagion In: CEPR Discussion Papers.
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paper118
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 118
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 118
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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paper2
2018International Financial Management In: Cambridge Books.
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book1
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
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article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
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paper13
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
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article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper124
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
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2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 124
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2016Political risk and international valuation In: Journal of Corporate Finance.
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article7
2001Emerging equity markets and economic development In: Journal of Development Economics.
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article196
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 196
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
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article78
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
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article11
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article132
2003Emerging markets finance In: Journal of Empirical Finance.
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article265
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
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article37
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
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article71
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article44
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
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2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article2
1997Emerging equity market volatility In: Journal of Financial Economics.
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article627
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 627
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article176
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
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This paper has another version. Agregated cites: 176
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 176
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article209
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
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paper
2005Why stocks may disappoint In: Journal of Financial Economics.
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article84
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 84
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article777
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 777
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2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 777
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1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
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article133
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
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2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article166
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
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2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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article227
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article86
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
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2019On the global financial market integration “swoosh” and the trilemma In: Journal of International Money and Finance.
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article9
2017On the Global Financial Market Integration “Swoosh” and the Trilemma.(2017) In: NBER Working Papers.
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1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article79
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
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1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
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2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article130
1997Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
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This paper has another version. Agregated cites: 130
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1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 130
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2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article376
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 376
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2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article45
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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2015Macroeconomic regimes In: Journal of Monetary Economics.
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article24
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 24
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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2011Financial Openness and Productivity In: World Development.
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article72
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
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2014Flights to Safety In: Finance and Economics Discussion Series.
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paper24
2012Flights to Safety.(2012) In: Working Paper Research.
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2013Flights to Safety.(2013) In: NBER Working Papers.
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2019FLIGHTS TO SAFETY.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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paper7
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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2017Macro Risks and the Term Structure of Interest Rates In: Finance and Economics Discussion Series.
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paper2
2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
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2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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2014Political Risk Spreads In: NBER Working Papers.
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2014Political risk spreads.(2014) In: Journal of International Business Studies.
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2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
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2019The Time Variation in Risk Appetite and Uncertainty In: NBER Working Papers.
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1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
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2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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2007Stock Return Predictability: Is it There?.(2007) In: Review of Financial Studies.
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